The superposition of alternating on-off flows and a fluid model
DOI10.1214/AOAP/1028903537zbMATH Open0942.60089OpenAlexW1995337392MaRDI QIDQ1296744FDOQ1296744
Zbigniew Palmowski, Tomasz Rolski
Publication date: 23 November 1999
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1028903537
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Cited In (5)
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
- Responsive buffers - properties in the fluid flow limit
- Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process
- Ruin probabilities in perturbed risk models
- Simulation of the Asymptotic Constant in Some Fluid Models
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